Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
19/12/2024 | 1.99% | 8.67 CHF | 8.85 CHF | 24,000 | 24,000 | 24,000 | 24,000 | 213,331 CHF | 217,628 CHF | 100.00% | 100.00% |
18/12/2024 | 2.00% | 9.53 CHF | 9.72 CHF | 24,000 | 24,000 | 24,000 | 24,000 | 231,699 CHF | 236,387 CHF | 100.00% | 100.00% |
17/12/2024 | 2.01% | 9.49 CHF | 9.68 CHF | 24,000 | 24,000 | 24,000 | 24,000 | 231,479 CHF | 236,189 CHF | 100.00% | 100.00% |
16/12/2024 | 1.98% | 9.78 CHF | 9.98 CHF | 24,000 | 24,000 | 24,000 | 24,000 | 229,435 CHF | 234,031 CHF | 100.00% | 100.00% |
13/12/2024 | 2.02% | 9.65 CHF | 9.85 CHF | 24,000 | 24,000 | 24,000 | 24,000 | 235,719 CHF | 240,519 CHF | 96.58% | 96.58% |
12/12/2024 | 2.01% | 9.97 CHF | 10.17 CHF | 24,000 | 24,000 | 24,000 | 24,000 | 235,969 CHF | 240,769 CHF | 100.00% | 100.00% |
11/12/2024 | 1.99% | 9.39 CHF | 9.58 CHF | 24,000 | 24,000 | 24,000 | 24,000 | 219,061 CHF | 223,468 CHF | 100.00% | 100.00% |
10/12/2024 | 1.99% | 8.48 CHF | 8.65 CHF | 24,000 | 24,000 | 24,000 | 24,000 | 215,128 CHF | 219,456 CHF | 97.21% | 97.21% |
09/12/2024 | 2.00% | 9.90 CHF | 10.10 CHF | 24,000 | 24,000 | 24,000 | 24,000 | 238,685 CHF | 243,496 CHF | 100.00% | 100.00% |
06/12/2024 | 2.00% | 10.62 CHF | 10.83 CHF | 24,000 | 24,000 | 24,000 | 24,000 | 255,717 CHF | 260,884 CHF | 100.00% | 100.00% |